CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 24-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2021 |
24-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7932 |
0.7959 |
0.0027 |
0.3% |
0.7905 |
| High |
0.7945 |
0.7992 |
0.0047 |
0.6% |
0.7936 |
| Low |
0.7909 |
0.7938 |
0.0030 |
0.4% |
0.7849 |
| Close |
0.7940 |
0.7980 |
0.0040 |
0.5% |
0.7922 |
| Range |
0.0036 |
0.0054 |
0.0018 |
48.6% |
0.0087 |
| ATR |
0.0045 |
0.0045 |
0.0001 |
1.4% |
0.0000 |
| Volume |
11 |
49 |
38 |
345.5% |
79 |
|
| Daily Pivots for day following 24-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8130 |
0.8108 |
0.8009 |
|
| R3 |
0.8077 |
0.8055 |
0.7994 |
|
| R2 |
0.8023 |
0.8023 |
0.7989 |
|
| R1 |
0.8001 |
0.8001 |
0.7984 |
0.8012 |
| PP |
0.7970 |
0.7970 |
0.7970 |
0.7975 |
| S1 |
0.7948 |
0.7948 |
0.7975 |
0.7959 |
| S2 |
0.7916 |
0.7916 |
0.7970 |
|
| S3 |
0.7863 |
0.7894 |
0.7965 |
|
| S4 |
0.7809 |
0.7841 |
0.7950 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8163 |
0.8129 |
0.7969 |
|
| R3 |
0.8076 |
0.8042 |
0.7945 |
|
| R2 |
0.7989 |
0.7989 |
0.7937 |
|
| R1 |
0.7955 |
0.7955 |
0.7929 |
0.7972 |
| PP |
0.7902 |
0.7902 |
0.7902 |
0.7910 |
| S1 |
0.7868 |
0.7868 |
0.7914 |
0.7885 |
| S2 |
0.7815 |
0.7815 |
0.7906 |
|
| S3 |
0.7728 |
0.7781 |
0.7898 |
|
| S4 |
0.7641 |
0.7694 |
0.7874 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7992 |
0.7856 |
0.0136 |
1.7% |
0.0046 |
0.6% |
91% |
True |
False |
21 |
| 10 |
0.7992 |
0.7837 |
0.0155 |
1.9% |
0.0040 |
0.5% |
92% |
True |
False |
22 |
| 20 |
0.7992 |
0.7767 |
0.0225 |
2.8% |
0.0044 |
0.6% |
95% |
True |
False |
28 |
| 40 |
0.7992 |
0.7767 |
0.0225 |
2.8% |
0.0043 |
0.5% |
95% |
True |
False |
29 |
| 60 |
0.7992 |
0.7686 |
0.0306 |
3.8% |
0.0040 |
0.5% |
96% |
True |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8219 |
|
2.618 |
0.8132 |
|
1.618 |
0.8078 |
|
1.000 |
0.8045 |
|
0.618 |
0.8025 |
|
HIGH |
0.7992 |
|
0.618 |
0.7971 |
|
0.500 |
0.7965 |
|
0.382 |
0.7958 |
|
LOW |
0.7938 |
|
0.618 |
0.7905 |
|
1.000 |
0.7885 |
|
1.618 |
0.7851 |
|
2.618 |
0.7798 |
|
4.250 |
0.7711 |
|
|
| Fisher Pivots for day following 24-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7975 |
0.7969 |
| PP |
0.7970 |
0.7958 |
| S1 |
0.7965 |
0.7947 |
|